org.jquantlib.indexes

Class InflationIndex

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InflationIndex

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

YoYInflationIndex, ZeroInflationIndex

public abstract class InflationIndex
extends Index
implements Observer

Constructor Summary

Constructors

Constructor and Description
InflationIndex(java.lang.String familyName, Region region, boolean revised, boolean interpolated, Frequency frequency, Period availabilityLag, Currency currency)

Method Summary

Modifier and Type	Method and Description
void	addFixing(Date fixingDate, double fixing, boolean forceOverwrite) Stores the historical fixing at the given date
Period	availabilityLag() The availability lag describes when the index is available, not how it is used.
Currency	currency()
java.lang.String	familyName()
Calendar	fixingCalendar()
Frequency	frequency()
boolean	interpolated()
boolean	isValidFixingDate(Date fixingDate)
java.lang.String	name()
Region	region()
boolean	revised()
void	update() This method is called whenever the observed object is changed.

Methods inherited from class org.jquantlib.indexes.Index

addFixing, addFixings, addObserver, clearFixings, countObservers, deleteObserver, deleteObservers, fixing, fixing, getObservers, notifyObservers, notifyObservers, timeSeries

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

InflationIndex

public InflationIndex(java.lang.String familyName,
                      Region region,
                      boolean revised,
                      boolean interpolated,
                      Frequency frequency,
                      Period availabilityLag,
                      Currency currency)

Method Detail

name

public java.lang.String name()

Specified by:

name in class Index

Returns:

name of the Index

fixingCalendar

public Calendar fixingCalendar()

Specified by:

fixingCalendar in class Index

Returns:

the calendar defining valid fixing dates

isValidFixingDate

public boolean isValidFixingDate(Date fixingDate)

Specified by:

isValidFixingDate in class Index

Returns:

TRUE if the fixing date is a valid one

familyName

public java.lang.String familyName()

region

public Region region()

revised

public boolean revised()

interpolated

public boolean interpolated()

frequency

public Frequency frequency()

availabilityLag

public Period availabilityLag()

The availability lag describes when the index is available, not how it is used. Specifically the fixing for, say, January, may only be available in April but the index will always return the index value applicable for January as its January fixing (independent of the lag in availability).

currency

public Currency currency()

addFixing

public void addFixing(Date fixingDate,
                      double fixing,
                      boolean forceOverwrite)

Description copied from class: Index

Stores the historical fixing at the given date

The date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.

Overrides:

addFixing in class Index

update

public void update()

Description copied from interface: Observer

This method is called whenever the observed object is changed.

Specified by:

update in interface Observer